-43.8%
BIDU vs BUD
+44.7%
-88.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.5% |
| 7D | -2.4% | -1.3% | -1.1% | -1.8% |
| 30D | -16.0% | -6.1% | -9.8% | -13.4% |
| 3M | -24.0% | -3.8% | -20.3% | -23.1% |
| 6M | -24.9% | +8.2% | -33.0% | -28.6% |
| YTD | -29.6% | +23.6% | -53.1% | -38.0% |
| 1Y | -15.2% | +33.4% | -48.6% | -28.6% |
| 3Y | -32.2% | +45.3% | -77.5% | -48.3% |
| 5Y | -43.8% | +44.3% | -88.0% | -57.9% |
| All | -43.8% | +44.7% | -88.5% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BUD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling